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網誌將移到 blogspot.com
FpML and financial derivatives

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The opinions expressed herein are my own personal opinions and do not represent my employer's view in any way.

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 Monday, March 30, 2009
Monday, March 30, 2009 3:32:51 PM (台北標準時間, UTC+08:00) ( .NET Programming | Finance Glossary | Geocaching | GIS | Quant's Life | RiskLib | Travel Log | 古地圖 | 台灣小百岳 | 就是想旅遊 | 微笑319鄉記行 | 投資理財 | 時事評論 | 科學與幻想 | 科學與技術 | 程式交易 | 電影評論 )
目前的這個網站是存放在我自己的主機. 由於網路流量太大經常會有延遲的現象,
所以即日起這個網誌將移到新的位址: http://alvincho.blogspot.com

歡迎大家光臨我新的網誌.

 Tuesday, December 20, 2005
Tuesday, December 20, 2005 11:14:11 PM (台北標準時間, UTC+08:00) ( Finance Glossary | Quant's Life )

FpML (Financial product Markup Language) is a good choice to store and to process financial derivatives. Current specification 4.2 Working Draft has defined the following produts:

  • Interest Rate Swap (plain vanilla IRS, quanto swap)
  • Interest Rate Option (caps/floors/collars)
  • Credit Default Swap
  • Equity Forward
  • Equity Option (European, American, Bermuda, Exotic)
  • Equity Swap
  • Asset Swap
  • Forward Rate Agreement (FRA)
  • FX Average Rate Option
  • FX Barrier Option
  • FX Digital Option
  • FX Simple Option
  • FX Swap
  • Swaption

For more information, you can go to FpML Website.